+0.8%
META vs ACM
-46.6%
+47.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | +2.9% | +9.5% | -6.7% | +1.6% |
| 30D | -15.1% | +14.7% | -29.8% | -16.6% |
| 3M | +7.2% | -9.5% | +16.7% | +8.7% |
| 6M | +3.4% | -18.0% | +21.4% | +7.1% |
| YTD | -4.3% | -27.3% | +23.0% | +1.7% |
| 1Y | +0.8% | -47.0% | +47.8% | +10.7% |
| All | +0.8% | -46.6% | +47.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling